+120.4%
XLK vs REGN
-4.3%
+124.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.2% | -5.6% | +5.8% | +1.0% |
| 30D | -0.6% | -2.0% | +1.3% | -0.4% |
| 3M | +2.6% | +28.0% | -25.4% | -1.3% |
| 6M | +34.0% | +1.2% | +32.8% | +33.8% |
| YTD | +30.7% | +1.6% | +29.0% | +30.2% |
| 1Y | +39.2% | +38.2% | +1.0% | +30.3% |
| 3Y | +120.4% | -5.4% | +125.8% | +127.8% |
| All | +120.4% | -4.3% | +124.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling